+43.5%
EMR vs AMDL
+95.0%
-51.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | +0.7% |
| 7D | -1.5% | +4.5% | -6.1% | -2.0% |
| 30D | -5.6% | -4.4% | -1.2% | -5.5% |
| 3M | +7.9% | -30.5% | +38.4% | +8.9% |
| 6M | +6.0% | +300.9% | -294.9% | -15.2% |
| YTD | +16.4% | +219.9% | -203.5% | -6.5% |
| 1Y | +16.6% | +374.7% | -358.1% | -14.5% |
| All | +43.5% | +95.0% | -51.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling